+1,241.9%
NVDA vs QBTS
+3.9%
+1,238.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.8% |
| 7D | -13.2% | +2.6% | -15.8% | -13.4% |
| 30D | -23.2% | -22.5% | -0.7% | -22.2% |
| 3M | -20.0% | -47.4% | +27.3% | -17.2% |
| 6M | -20.6% | -55.7% | +35.0% | -17.8% |
| YTD | -6.6% | -59.3% | +52.6% | -3.6% |
| 1Y | -9.8% | -63.3% | +53.4% | -6.8% |
| 3Y | +260.5% | +1,379.2% | -1,118.7% | +191.2% |
| 5Y | +474.2% | +8.3% | +465.8% | +353.5% |
| All | +1,241.9% | +3.9% | +1,238.0% | +932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling